Vice President, ALM: Basel III LiquidityJOB PURPOSE: Responsible for measuring, monitoring, and reporting the Basel III Liquidity Ratios (LCR and NSFR) of the Group to ensure risks are within the Group's risk appetite. Responsible for reviewing and implementing the Basel III Liquidity Risk Framework across the Group, ensuring compliance with regulatory guidelines and requirements. Advise the Supervisor, Regional Head of ALM, and Regional Counterparts on Basel III regulatory requirements, guidelines, and updates impacting the liquidity risk of the Group.KEY RESPONSIBILITIES:Strategy and Planning: Enhance Shareholders Value. Ensure liquidity risks are within the liquidity risk appetite of the Group. Support the implementation of a consistent and effective group-wide Basel III liquidity risk management framework that complies with regulatory guidelines.Engage with stakeholders to set, review, and interpret the business rules and treatment of the Basel III Liquidity Risk guidelines, ensuring all items are appropriately classified and reported according to regulatory guidelines.Provide effective support to Country ALM teams in their regular liquidity risk reporting, analysis, and review of liquidity risk framework pertaining to BNM-Basel III.Communicate to the Country ALM teams on Group ALM initiatives and directives.Simulate Basel III liquidity risk positions based on budget and/or business forecasts.Review and maintain a risk appetite framework of limits and controls for Basel III liquidity risk of the Group.Business Performance and Management: Maintain and ensure standardization of Basel III Liquidity Risk framework, policies, and procedures across the region. Ensure policies and procedures are aligned with the Group Risk Policy.Keep abreast of Basel III regulatory developments impacting the Group.
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